Research Fellows Directory
Professor Martin Hairer KBE
University of Warwick
My research falls into the general area of the study of stochastic processes. These objects arise in many areas of mathematics and physics, whenever one tries to model a system with uncertainties, whether they arise due to a lack of knowledge about the system or due to the interaction of the system with a complex environment.
My overarching aim is to gain more detailed understanding into the fine behaviour of stochastic processes in various asymptotic regimes. Such understanding is essential to the applied mathematics community, for example to develop efficient models for high-dimensional complex systems that do not need to resolve all the scales of the system. On the other hand, many such problems require the development of new mathematical tools that are of great interest to the probability and analysis communities.